-28.4%
QID vs CNI
+14.7%
-43.1%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.6% | +2.9% | +2.2% |
| 7D | +2.7% | -1.1% | +3.8% | +2.6% |
| 30D | +3.3% | -3.5% | +6.9% | +3.0% |
| 3M | -5.5% | +2.2% | -7.7% | -4.7% |
| 6M | -28.4% | +15.1% | -43.5% | -21.4% |
| All | -28.4% | +14.7% | -43.1% | -21.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 6mo: compounded portfolio wealth divided by compounded CNI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
6mo analysis · Full analysis span regression · 6 months rolling